The Sundowns goals were scored by Peter Ndlovu and a brace by Lerato Chabangu (pictured) while Serge Djiehoua was on target for Thanda.
The home side looked the better side for most of the game and should have scored more goals had they taken their chances especially during the first half.
Thanda never gave up and did make keep keeper Brian Baloyi busy in the Sundowns goal.
Sundowns took the lead after 90 seconds when Chabangu scored with a hard low left-footed shot from outside the big box.
Ryan Botha tried a long-range shot in the 35th minute that went narrowly over the bar but it looked to be covered by keeper Baloyi.
A minute later Chabangu scored his second goal with a low left-footed shot from outside the box giving keeper Lance Niewenhuis no chance.
In the 44th minute Thanda pulled a goal back when Serge Djiehoua scored with a stunning angled right-footed shot from outside the box.
Sundowns scored again in the 47th minute through a low shot by Peter Ndlovu from just outside the 18-yard area to make the score 3-0.
Baloyi made a good save to block a close-range shot from Patrick Mayo in the 59th minute.
Two minutes later Niewenhuis made a great save to block a shot from Chabangu to stop him scoring his hat-trick.
In the end Sundowns deserved the win.